CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 16-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
399-4 |
403-0 |
3-4 |
0.9% |
393-4 |
High |
410-0 |
408-2 |
-1-6 |
-0.4% |
410-0 |
Low |
395-0 |
400-4 |
5-4 |
1.4% |
386-2 |
Close |
405-2 |
407-2 |
2-0 |
0.5% |
407-2 |
Range |
15-0 |
7-6 |
-7-2 |
-48.3% |
23-6 |
ATR |
9-2 |
9-1 |
-0-1 |
-1.1% |
0-0 |
Volume |
111,937 |
184,103 |
72,166 |
64.5% |
613,971 |
|
Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
428-5 |
425-5 |
411-4 |
|
R3 |
420-7 |
417-7 |
409-3 |
|
R2 |
413-1 |
413-1 |
408-5 |
|
R1 |
410-1 |
410-1 |
408-0 |
411-5 |
PP |
405-3 |
405-3 |
405-3 |
406-0 |
S1 |
402-3 |
402-3 |
406-4 |
403-7 |
S2 |
397-5 |
397-5 |
405-7 |
|
S3 |
389-7 |
394-5 |
405-1 |
|
S4 |
382-1 |
386-7 |
403-0 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
472-3 |
463-5 |
420-2 |
|
R3 |
448-5 |
439-7 |
413-6 |
|
R2 |
424-7 |
424-7 |
411-5 |
|
R1 |
416-1 |
416-1 |
409-3 |
420-4 |
PP |
401-1 |
401-1 |
401-1 |
403-3 |
S1 |
392-3 |
392-3 |
405-1 |
396-6 |
S2 |
377-3 |
377-3 |
402-7 |
|
S3 |
353-5 |
368-5 |
400-6 |
|
S4 |
329-7 |
344-7 |
394-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
410-0 |
386-2 |
23-6 |
5.8% |
8-6 |
2.1% |
88% |
False |
False |
122,794 |
10 |
410-0 |
379-2 |
30-6 |
7.6% |
7-6 |
1.9% |
91% |
False |
False |
126,093 |
20 |
410-0 |
343-2 |
66-6 |
16.4% |
7-7 |
1.9% |
96% |
False |
False |
109,535 |
40 |
410-0 |
343-2 |
66-6 |
16.4% |
6-6 |
1.6% |
96% |
False |
False |
81,282 |
60 |
410-0 |
343-2 |
66-6 |
16.4% |
6-6 |
1.6% |
96% |
False |
False |
71,543 |
80 |
410-0 |
343-2 |
66-6 |
16.4% |
6-4 |
1.6% |
96% |
False |
False |
61,855 |
100 |
414-4 |
343-2 |
71-2 |
17.5% |
6-1 |
1.5% |
90% |
False |
False |
54,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
441-2 |
2.618 |
428-4 |
1.618 |
420-6 |
1.000 |
416-0 |
0.618 |
413-0 |
HIGH |
408-2 |
0.618 |
405-2 |
0.500 |
404-3 |
0.382 |
403-4 |
LOW |
400-4 |
0.618 |
395-6 |
1.000 |
392-6 |
1.618 |
388-0 |
2.618 |
380-2 |
4.250 |
367-4 |
|
|
Fisher Pivots for day following 16-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
406-2 |
404-5 |
PP |
405-3 |
402-1 |
S1 |
404-3 |
399-4 |
|